Anic Equity¶

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Total return since start: 0.626 %¶

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Equity now: -----------------------------> 49661.47 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43645.7 Kr¶

PnL: ---------------------------------------> -1229.88 Kr¶

DD now: ---------------------------------> -6.511 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 17:05:06.866862'

Anic Portfolio¶

This Week¶

Return: -2.131 %¶

Total portfolio value¶

Return including deposits: 62.606 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 7.630000 1537.990000 114.990000 8.080000 1423.000014
Nederman Holding 1 -0.470000 210.000000 11.000000 5.530000 199.000000
Hennes & Mauritz B 6 -0.930000 916.440000 4.440000 0.490000 912.000000
BioGaia B 8 2.910000 905.600000 1.600000 0.180000 904.000000
Eastnine 6 -0.180000 655.200000 -1.800000 -0.270000 657.000000
INVISIO 15 0.420000 3570.000000 -2.000000 -0.060000 3571.999995
Atrium Ljungberg B 5 0.840000 901.500000 -2.500000 -0.280000 904.000000
ASSA ABLOY B 4 0.120000 990.000000 -3.000000 -0.300000 993.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
JM 7 -0.300000 937.300000 -12.700000 -1.340000 950.000002
AcadeMedia 20 -0.490000 965.200000 -12.800000 -1.310000 978.000000
Bufab 3 0.170000 1061.400000 -14.600000 -1.360000 1076.000001
Biotage 1 -5.990000 133.500000 -15.500000 -10.400000 149.000000
Vitrolife 3 0.370000 659.400000 -17.600000 -2.600000 677.000001
OX2 12 -1.790000 890.400000 -18.600000 -2.050000 909.000000
Alimak Group 12 1.600000 987.600000 -19.400000 -1.930000 1007.000004
Gränges 10 0.000000 1018.000000 -21.000000 -2.020000 1039.000000
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Latour B 4 -1.930000 831.600000 -24.400000 -2.850000 856.000000
Hexatronic Group 15 0.110000 1045.800000 -25.200000 -2.350000 1071.000000
Sandvik 4 0.540000 822.800000 -25.200000 -2.970000 848.000000
Addnode Group B 7 -0.950000 879.200000 -25.800000 -2.850000 904.999998
Vitec Software Group B 2 -2.440000 1078.000000 -26.000000 -2.360000 1104.000000
Hoist Finance 36 1.300000 984.600000 -26.400000 -2.610000 1010.999988
Investor B 3 -1.080000 630.750000 -27.250000 -4.140000 657.999999
Byggmax Group 33 -0.140000 934.560000 -32.440000 -3.350000 966.999990
SKF B 5 -0.450000 944.250000 -35.750000 -3.650000 980.000000
Sagax B 4 -2.300000 848.000000 -37.000000 -4.180000 885.000000
Sagax A 4 -2.750000 848.000000 -38.000000 -4.290000 886.000000
Catena 2 0.850000 762.800000 -43.200000 -5.360000 806.000000
EQT 4 -2.360000 829.200000 -43.800000 -5.020000 873.000000
Platzer Fastigheter Holding B 12 -0.400000 904.800000 -46.200000 -4.860000 951.000000
Orrön Energy 170 -3.060000 1991.550000 -54.450000 -2.660000 2045.999980
HEXPOL B 8 -5.520000 889.600000 -67.400000 -7.040000 957.000000
Hexagon B 26 -1.380000 3337.100000 -82.900000 -2.420000 3420.000012
VEF 788 -1.740000 1780.880000 -122.120000 -6.420000 1903.000300
Sedana Medical 93 0.650000 2581.680000 -401.900000 -13.470000 2983.577733
TOTAL 43653.500000 -1222.080000 -6.49597% 44875.578016

Updated:¶

'2023-06-21 17:03:09.750293'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶